Jan

14

Some recent moves.

Jan 12     10 minute abs values 182   alg change 13   ratio 14

Jan 13     10 minute abs values 165   alg change 6     ratio 27

While the move yesterday of down 6 seems quite minor, the range from high to low was 50 points, and the sum of the absolute values of the 10 minute changes was 165. There was considerable opportunity to make or lose a fortune. I would propose that the ratio of absolute values to algebraic change might be a good indicator or how much money the reversalists made relative t o the trend followers, and it might be that there are some interesting predictive regularities in the ratio for the next days algebraic change, and the profitability of reversing or some such.


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  1. Mark Johnson-White Glove Moving on January 15, 2015 1:26 pm

    Hmm using the chairs books and bacons usual deception lets see if a retail like me can get this right..
    SNB lets the swiis franc float market crashes 10% but all other markets hardly move.
    News heads talking big qe by draghi and euro will sink to parity with dollar. dollar now up nicely against euro and everyone piling on and leveraging waiting for there retirement party next week telling the mrs. to book a nice vacation in anticipation.

    draghi unleashes qe the euro soars markets crash oil soars and a great time to take out the kane. maybe a good time to buy some total and rd? and to add some flavor draghi does this before next weeks anticipated meeting….

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